-71.2%
GRAB vs AGNC
+26.7%
-97.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -10.8% | -4.7% | -6.1% | -8.8% |
| 30D | -15.5% | -5.7% | -9.8% | -13.2% |
| 3M | -9.0% | +1.9% | -10.8% | -9.8% |
| 6M | -21.6% | +1.8% | -23.4% | -22.3% |
| YTD | -38.9% | +3.4% | -42.3% | -40.1% |
| 1Y | -44.8% | +13.6% | -58.5% | -48.3% |
| 3Y | -18.4% | +60.4% | -78.8% | -35.4% |
| All | -71.2% | +26.7% | -97.9% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling